coherence plot and correlation plot,time domain to frequency domain

Hi ,

I have attached a sample data.I want to create a correlation as well as coherence plot for the attached time series data.

In order to understand the difference between time and frequency domain of time series I need to plot both correlation and coherence of same time series so that I can spot and understand the difference.Since I am new to the frequency domain concept I don't know how to measure coherence and how to make coherence plot.My understanding is that in order to measure coherence I would need to convert the time series that is in time domain to frequency domain.But I dont know how to do that.

Would highly appreciate if someone can help.

Answer 1

[Navya Seelam]

Hi,

If you have the Signal Processing Toolbox, use the function "mscohere" to plot coherence.

n = 0:599; 
x = cos(pi/4*n)+randn(size(n)); 
y = 1/2*sin(pi/4*n)+randn(size(n)); 
[Cxy,W] = mscohere(x,y); 
Plot(W,Cxy) 

You can obtain the correlation using the function "xcorr"

C=xcorr(x,y); 

For more details check the MATLAB documentation of the above functions

Coherence: https://www.mathworks.com/help/signal/ref/mscohere.html

Correlation: https://www.mathworks.com/help/matlab/ref/xcorr.html